Numerical pricing of American options under two stochastic factor models with jumps using a meshless local Petrov-Galerkin method (Q512310)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical pricing of American options under two stochastic factor models with jumps using a meshless local Petrov-Galerkin method |
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Numerical pricing of American options under two stochastic factor models with jumps using a meshless local Petrov-Galerkin method (English)
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24 February 2017
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stochastic volatility
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American option
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Merton jump diffusion
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meshless weak form
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Wendland functions
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